conftrace_

regime switching

3 papers

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Co-occurring keywords · papers mentioning both

factor model (1) stock prediction (1) stock return (1) hierarchical latent space (1) linear dynamical system (1) variational autoencoder (1) spectral method (1) upper confidence bound (1) multi-armed bandit (1) markov chain (1)

Papers

HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE IJCAI 2023 Regime Switching Bandits NeurIPS 2021 Change Point Problems in Linear Dynamical Systems JMLR 2005